124 lines
5.1 KiB
Python
124 lines
5.1 KiB
Python
"""Test analyzer module - Factor analysis with alphalens."""
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import sys
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import os
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_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..", "vnpy_v4.4.0"))
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sys.path.insert(0, _VNPY_SRC)
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from unittest.mock import Mock, patch, MagicMock
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import tempfile
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def test_run_factor_analysis_returns_report():
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"""Test that run_factor_analysis returns FactorReport with correct structure."""
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from pathlib import Path
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from sanguo_factor.analyzer import run_factor_analysis, FactorReport
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with tempfile.TemporaryDirectory() as tmpdir:
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output_dir = str(Path(tmpdir) / "factor_analysis")
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# Patch imports to avoid ImportError when alphalens missing
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with patch("sanguo_factor.analyzer.AlphaLabSession") as MockSession, \
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patch("sanguo_factor.analyzer.get_clean_factor_and_forward_returns"), \
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patch("sanguo_factor.analyzer.create_full_tear_sheet"):
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# Mock the AlphaLabSession
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mock_session_instance = Mock()
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MockSession.return_value = mock_session_instance
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mock_session_instance.load_symbols = Mock()
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mock_session_instance.compute_factors = Mock(return_value=Mock(to_pandas=Mock(return_value=Mock(
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set_index=Mock(return_value=Mock(__getitem__=Mock(return_value=Mock())))),
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pivot=Mock(return_value=Mock())
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)))
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# Mock get_factor to avoid registry call
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with patch("sanguo_factor.registry.get_factor", return_value={"expression": "ts_mean(close, 5)"}):
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# Run the analysis
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result = run_factor_analysis(
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symbols=["600000"],
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factor_names=["ma5"],
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start="2024-01-01",
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end="2024-06-30",
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cfg=Mock(),
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output_dir=output_dir
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)
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# Verify the result is a FactorReport with expected structure
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assert isinstance(result, FactorReport)
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assert result.factor_names == ["ma5"]
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assert result.output_dir == output_dir
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assert isinstance(result.ic_summary, dict)
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def test_run_factor_analysis_calls_load_symbols():
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"""Test that run_factor_analysis handles missing alphalens gracefully."""
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from pathlib import Path
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from sanguo_factor.analyzer import run_factor_analysis
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with tempfile.TemporaryDirectory() as tmpdir:
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output_dir = str(Path(tmpdir) / "factor_analysis")
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# Patch module-level variables to simulate missing alphalens
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with patch("sanguo_factor.analyzer.get_clean_factor_and_forward_returns", None), \
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patch("sanguo_factor.analyzer.create_full_tear_sheet", None):
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# alphalens missing - should return skeleton report with error
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result = run_factor_analysis(
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symbols=["600000", "000001"],
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factor_names=["ma5"],
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start="2024-01-01",
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end="2024-06-30",
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cfg=Mock(),
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output_dir=output_dir
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)
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# Verify skeleton report returned
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assert "error" in result.ic_summary
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def test_run_factor_analysis_adds_features():
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"""Test that run_factor_analysis returns correct structure when alphalens missing."""
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from pathlib import Path
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from sanguo_factor.analyzer import run_factor_analysis
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with tempfile.TemporaryDirectory() as tmpdir:
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output_dir = str(Path(tmpdir) / "factor_analysis")
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# Patch module-level variables to simulate missing alphalens
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with patch("sanguo_factor.analyzer.get_clean_factor_and_forward_returns", None), \
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patch("sanguo_factor.analyzer.create_full_tear_sheet", None):
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# alphalens missing - verify structure
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result = run_factor_analysis(
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symbols=["600000"],
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factor_names=["ma5"],
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start="2024-01-01",
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end="2024-06-30",
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cfg=Mock(),
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output_dir=output_dir
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)
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# Verify factor_names preserved even when alphalens missing
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assert result.factor_names == ["ma5"]
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assert result.output_dir == output_dir
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def test_run_factor_analysis_calls_tears(tmp_path):
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"""Test that run_factor_analysis calls alphalens tears pipeline."""
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from pathlib import Path
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from sanguo_factor.analyzer import run_factor_analysis
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with patch("sanguo_factor.analyzer.AlphaLabSession") as MS, \
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patch("sanguo_factor.analyzer.get_clean_factor_and_forward_returns") as MC, \
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patch("sanguo_factor.analyzer.create_full_tear_sheet") as MT:
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import polars as pl
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MS.return_value.compute_factors.return_value = pl.DataFrame({
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"datetime": [],
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"vt_symbol": [],
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"ma5": []
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})
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MC.return_value = MagicMock()
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report = run_factor_analysis(
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["600000"], ["ma5"], "2024-01-01", "2024-06-30",
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cfg=MagicMock(), output_dir=str(tmp_path)
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)
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assert report.factor_names == ["ma5"]
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MC.assert_called_once()
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MT.assert_called_once()
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